content: /* ===========================================================
   * JFreeChart : a free chart library for the Java(tm) platform
   * ===========================================================
   *
   * (C) Copyright 2000-2011, by Object Refinery Limited and Contributors.
   *
   * Project Info:  http://www.jfree.org/jfreechart/index.html
   *
   * This library is free software; you can redistribute it and/or modify it
   * under the terms of the GNU Lesser General Public License as published by
   * the Free Software Foundation; either version 2.1 of the License, or
   * (at your option) any later version.
   *
   * This library is distributed in the hope that it will be useful, but
   * WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
   * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public
   * License for more details.
   *
   * You should have received a copy of the GNU Lesser General Public
   * License along with this library; if not, write to the Free Software
   * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301,
   * USA.
   *
   * [Oracle and Java are registered trademarks of Oracle and/or its affiliates. 
   * Other names may be trademarks of their respective owners.]
   *
   * ------------------
   * MovingAverage.java
   * ------------------
   * (C) Copyright 2003-2009, by Object Refinery Limited.
   *
   * Original Author:  David Gilbert (for Object Refinery Limited);
   * Contributor(s):   Benoit Xhenseval;
   *
   * Changes
   * -------
   * 28-Jan-2003 : Version 1 (DG);
   * 10-Mar-2003 : Added createPointMovingAverage() method contributed by Benoit
   *               Xhenseval (DG);
   * 01-Aug-2003 : Added new method for TimeSeriesCollection, and fixed bug in
   *               XYDataset method (DG);
   * 15-Jul-2004 : Switched getX() with getXValue() and getY() with
   *               getYValue() (DG);
   * 11-Jan-2005 : Removed deprecated code in preparation for the 1.0.0
   *               release (DG);
   * 09-Jun-2009 : Tidied up some calls to TimeSeries (DG);
   *
   */
  
  package org.jfree.data.time;
  
  import org.jfree.data.xy.XYDataset;
  import org.jfree.data.xy.XYSeries;
  import org.jfree.data.xy.XYSeriesCollection;
  
  /**
   * A utility class for calculating moving averages of time series data.
   */
  public class MovingAverage {
  
      /**
       * Creates a new {@link TimeSeriesCollection} containing a moving average
       * series for each series in the source collection.
       *
       * @param source  the source collection.
       * @param suffix  the suffix added to each source series name to create the
       *                corresponding moving average series name.
       * @param periodCount  the number of periods in the moving average
       *                     calculation.
       * @param skip  the number of initial periods to skip.
       *
       * @return A collection of moving average time series.
       */
      public static TimeSeriesCollection createMovingAverage(
              TimeSeriesCollection source, String suffix, int periodCount,
              int skip) {
  
          if (source == null) {
              throw new IllegalArgumentException("Null 'source' argument.");
          }
          if (periodCount < 1) {
              throw new IllegalArgumentException("periodCount must be greater "
                      + "than or equal to 1.");
          }
  
          TimeSeriesCollection result = new TimeSeriesCollection();
          for (int i = 0; i < source.getSeriesCount(); i++) {
              TimeSeries sourceSeries = source.getSeries(i);
              TimeSeries maSeries = createMovingAverage(sourceSeries,
                      sourceSeries.getKey() + suffix, periodCount, skip);
              result.addSeries(maSeries);
          }
          return result;
  
      }
  
      /**
       * Creates a new {@link TimeSeries} containing moving average values for
       * the given series.  If the series is empty (contains zero items), the
       * result is an empty series.
       *
       * @param source  the source series.
       * @param name  the name of the new series.
       * @param periodCount  the number of periods used in the average
       *                     calculation.
       * @param skip  the number of initial periods to skip.
       *
       * @return The moving average series.
       */
      public static TimeSeries createMovingAverage(TimeSeries source,
              String name, int periodCount, int skip) {
  
          if (source == null) {
              throw new IllegalArgumentException("Null source.");
          }
          if (periodCount < 1) {
              throw new IllegalArgumentException("periodCount must be greater " 
                      + "than or equal to 1.");
  
          }
  
          TimeSeries result = new TimeSeries(name);
  
          if (source.getItemCount() > 0) {
  
              // if the initial averaging period is to be excluded, then
              // calculate the index of the
              // first data item to have an average calculated...
              long firstSerial = source.getTimePeriod(0).getSerialIndex() + skip;
  
              for (int i = source.getItemCount() - 1; i >= 0; i--) {
  
                  // get the current data item...
                  RegularTimePeriod period = source.getTimePeriod(i);
                  long serial = period.getSerialIndex();
  
                  if (serial >= firstSerial) {
                      // work out the average for the earlier values...
                      int n = 0;
                      double sum = 0.0;
                      long serialLimit = period.getSerialIndex() - periodCount;
                      int offset = 0;
                      boolean finished = false;
  
                      while ((offset < periodCount) && (!finished)) {
                          if ((i - offset) >= 0) {
                              TimeSeriesDataItem item = source.getRawDataItem(
                                      i - offset);
                              RegularTimePeriod p = item.getPeriod();
                              Number v = item.getValue();
                              long currentIndex = p.getSerialIndex();
                              if (currentIndex > serialLimit) {
                                  if (v != null) {
                                      sum = sum + v.doubleValue();
                                      n = n + 1;
                                  }
                              }
                              else {
                                  finished = true;
                              }
                          }
                          offset = offset + 1;
                      }
                      if (n > 0) {
                          result.add(period, sum / n);
                      }
                      else {
                          result.add(period, null);
                      }
                  }
  
              }
          }
  
          return result;
  
      }
  
      /**
       * Creates a new {@link TimeSeries} containing moving average values for
       * the given series, calculated by number of points (irrespective of the
       * 'age' of those points).  If the series is empty (contains zero items),
       * the result is an empty series.
       * <p>
       * Developed by Benoit Xhenseval (www.ObjectLab.co.uk).
       *
       * @param source  the source series.
       * @param name  the name of the new series.
       * @param pointCount  the number of POINTS used in the average calculation
       *                    (not periods!)
       *
       * @return The moving average series.
       */
      public static TimeSeries createPointMovingAverage(TimeSeries source,
              String name, int pointCount) {
  
          if (source == null) {
              throw new IllegalArgumentException("Null 'source'.");
          }
          if (pointCount < 2) {
              throw new IllegalArgumentException("periodCount must be greater " 
                      + "than or equal to 2.");
          }
  
          TimeSeries result = new TimeSeries(name);
          double rollingSumForPeriod = 0.0;
          for (int i = 0; i < source.getItemCount(); i++) {
              // get the current data item...
              TimeSeriesDataItem current = source.getRawDataItem(i);
              RegularTimePeriod period = current.getPeriod();
              // FIXME: what if value is null on next line?
              rollingSumForPeriod += current.getValue().doubleValue();
  
              if (i > pointCount - 1) {
                  // remove the point i-periodCount out of the rolling sum.
                  TimeSeriesDataItem startOfMovingAvg = source.getRawDataItem(
                          i - pointCount);
                  rollingSumForPeriod -= startOfMovingAvg.getValue()
                          .doubleValue();
                  result.add(period, rollingSumForPeriod / pointCount);
              }
              else if (i == pointCount - 1) {
                  result.add(period, rollingSumForPeriod / pointCount);
              }
          }
          return result;
      }
  
      /**
       * Creates a new {@link XYDataset} containing the moving averages of each
       * series in the <code>source</code> dataset.
       *
       * @param source  the source dataset.
       * @param suffix  the string to append to source series names to create
       *                target series names.
       * @param period  the averaging period.
       * @param skip  the length of the initial skip period.
       *
       * @return The dataset.
       */
      public static XYDataset createMovingAverage(XYDataset source, String suffix,
              long period, long skip) {
  
          return createMovingAverage(source, suffix, (double) period,
                  (double) skip);
  
      }
  
  
      /**
       * Creates a new {@link XYDataset} containing the moving averages of each
       * series in the <code>source</code> dataset.
       *
       * @param source  the source dataset.
       * @param suffix  the string to append to source series names to create
       *                target series names.
       * @param period  the averaging period.
       * @param skip  the length of the initial skip period.
       *
       * @return The dataset.
       */
      public static XYDataset createMovingAverage(XYDataset source,
              String suffix, double period, double skip) {
  
          if (source == null) {
              throw new IllegalArgumentException("Null source (XYDataset).");
          }
  
          XYSeriesCollection result = new XYSeriesCollection();
  
          for (int i = 0; i < source.getSeriesCount(); i++) {
              XYSeries s = createMovingAverage(source, i, source.getSeriesKey(i)
                      + suffix, period, skip);
              result.addSeries(s);
          }
  
          return result;
  
      }
  
      /**
       * Creates a new {@link XYSeries} containing the moving averages of one
       * series in the <code>source</code> dataset.
       *
       * @param source  the source dataset.
       * @param series  the series index (zero based).
       * @param name  the name for the new series.
       * @param period  the averaging period.
       * @param skip  the length of the initial skip period.
       *
       * @return The dataset.
       */
      public static XYSeries createMovingAverage(XYDataset source,
              int series, String name, double period, double skip) {
  
          if (source == null) {
              throw new IllegalArgumentException("Null source (XYDataset).");
          }
          if (period < Double.MIN_VALUE) {
              throw new IllegalArgumentException("period must be positive.");
          }
          if (skip < 0.0) {
              throw new IllegalArgumentException("skip must be >= 0.0.");
          }
  
          XYSeries result = new XYSeries(name);
  
          if (source.getItemCount(series) > 0) {
  
              // if the initial averaging period is to be excluded, then
              // calculate the lowest x-value to have an average calculated...
              double first = source.getXValue(series, 0) + skip;
  
              for (int i = source.getItemCount(series) - 1; i >= 0; i--) {
  
                  // get the current data item...
                  double x = source.getXValue(series, i);
  
                  if (x >= first) {
                      // work out the average for the earlier values...
                      int n = 0;
                      double sum = 0.0;
                      double limit = x - period;
                      int offset = 0;
                      boolean finished = false;
  
                      while (!finished) {
                          if ((i - offset) >= 0) {
                              double xx = source.getXValue(series, i - offset);
                              Number yy = source.getY(series, i - offset);
                              if (xx > limit) {
                                  if (yy != null) {
                                      sum = sum + yy.doubleValue();
                                      n = n + 1;
                                  }
                              }
                              else {
                                  finished = true;
                              }
                          }
                          else {
                              finished = true;
                          }
                          offset = offset + 1;
                      }
                      if (n > 0) {
                          result.add(x, sum / n);
                      }
                      else {
                          result.add(x, null);
                      }
                  }
  
              }
          }
  
          return result;
  
      }
  
  }
  